It really depends on what your stock gear ratio is. You mentioned you have a 2004 LJ (Wrangler Unlimited), which means it probably came with a 3.73 axle ratio unless you have the Rubicon, in which case it came with 4.10 gears. There should be a small metal tag on the rear differential that's stamped with your gear ratio, but it's not uncommon for that to be missing.
Assuming your Jeep is not a Rubicon, and is running 3.73 gears, then you will be putting some additional strain your automatic transmission, but it won't be significant. That transmission (42rle) was offered in TJ models with gears as low as 3.07 in both 4 and 6 cylinder models, which has the same "tall" first gear effect. Running 33" tires will increase the wear on your automatic transmission, but you're not pushing it outside of it's design specifications.
You should probably consider getting a tuner to correct the speedometer/odometer readings and adjust the shift patterns for your tire size/gear ratio combination. For example:
If you have the Rubicon, which came stock with 4.10 axle ratio, then you're in even better shape. The Rubicon came equipped with that axle ratio specifically to handle larger tires.